+42.0%
XLP vs WSM
+168.7%
-126.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +10.3% | +6.0% | +4.3% | +9.7% |
| 3M | +6.5% | +3.2% | +3.3% | +6.2% |
| 6M | +8.4% | +37.1% | -28.7% | +5.6% |
| YTD | +18.2% | +44.2% | -26.0% | +14.5% |
| 1Y | +22.4% | +34.2% | -11.8% | +19.2% |
| 3Y | +41.9% | +249.3% | -207.4% | +22.4% |
| All | +42.0% | +168.7% | -126.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling